+58.2%
KEYS vs AVAV
+28.1%
+30.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.6% | -1.8% |
| 7D | +9.4% | +4.2% | +5.2% | +8.7% |
| 30D | -16.8% | -2.6% | -14.2% | -16.5% |
| 3M | -15.9% | -38.0% | +22.1% | -11.0% |
| 6M | -17.6% | -27.0% | +9.4% | -15.7% |
| YTD | +46.5% | -51.4% | +97.9% | +55.1% |
| 1Y | +66.9% | -60.2% | +127.1% | +81.6% |
| 3Y | +141.4% | -6.7% | +148.0% | +120.4% |
| All | +58.2% | +28.1% | +30.1% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling